This is a strange problem, and I can't reproduce the same effect on my devices.
After downloading I receive a file called orrias.apk which my device places at "/storage /emulated/0/download/" (the default downloads folder) Then I can run the APK and it installs, after the Play store scans it.
I have asked in the discord server for anyone else who has downloaded this month's Android version, to see if anyone else has an Android device that this is not working on. Have you had this problem with any other Android APK files on itch.io?
Edit: there may be a setting on your device that you have to enable or disable in order to use apps outside of the Play store. The link below has a section explaining where you might find that setting.
https://www.androidauthority.com/how-to-install-apks-31494/
Also this one, just ignore the stuff about expressvpn.
https://www.expressvpn.com/support/vpn-setup/enable-apk-installs-android/